In order to improve thermal efficiency of the fossil fuel power plants, we need to develop advanced materials with superior durability in the ultra-super critical state, which requires surface modifications for superior surface properties. In this study, we coated the Incoloy 901 and 12-17Cr steels for turbine buckets and valves with nitriding, boriding, and $Cr_3C_2-NiCr$ HVOF(high velocity oxygen flow) method. Then the samples were heat treated at $650^{circ}C$ for 100 hours in vacuum. We analyzed the evolution behaviors of nitrides such as $Fe_3N,;Fe_4N$, and CrN and borides such as FeB and $Fe_2B$ with XRD and SEM/EDS by comparing hardnesses and compositions of the coated layers before and after the heat treatments.